Question: Vinny wrote down all the single-digit base-$b$ numbers and added them in base $b$, getting $34_b$.

What is $b$?
The single-digit base-$b$ numbers are $$0,1,2,3,\ldots,b-2,b-1.$$We can ignore the $0$. If we pair off the rest of the numbers from either end ($1$ with $b-1$, $2$ with $b-2$, and so on), we get a bunch of pairs that add up to $b$. If $b$ is even, we also get one leftover number in the middle, which must be $\frac b2$.

Thus, the sum of all the single-digit base-$b$ numbers is a multiple of $b$ when $b$ is odd; when $b$ is even, it's a multiple of $b$ plus $\frac b2$. In the first case ($b$ odd), the units digit of the sum (when written in base $b$) is $0$. In the second case ($b$ even), the units digit is $\frac b2$.

Given that Vinny's sum has a units digit of $4$ when written in base $b$, we conclude that $\frac b2=4$, which yields $b=\boxed{8}$.

We can check this answer by summing the single-digit base-$8$ numbers, which are $0,1,2,3,4,5,6,7$. Their sum is $28$, which is $34_8$ in base $8$.